Credit risk modelling: Intensity based approach

Authors
Bielecki, TR Rutkowski, M
Citation
Tr. Bielecki et M. Rutkowski, Credit risk modelling: Intensity based approach, HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT, 2001, pp. 399-457
Categorie Soggetti
Current Book Contents
Journal title
HANDBOOKS IN MATHEMATICAL FINANCE: OPTION PRICING, INTEREST RATES AND RISKMANAGEMENT → ACNP
Year of publication
2001
Pages
399 - 457
Database
ISI
SICI code